9
H index
9
i10 index
208
Citations
Tufts University | 9 H index 9 i10 index 208 Citations RESEARCH PRODUCTION: 35 Articles 35 Papers 1 Books 9 Chapters RESEARCH ACTIVITY: 33 years (1988 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbi3 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marcelo Bianconi. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Washington, Department of Economics | 3 |
Economics Series / Institute for Advanced Studies | 2 |
Year | Title of citing document |
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2024 | The Validity of CAPM and ICAPM in the Istanbul Stock Exchange. (2024). Kulali, Gulah ; Muddasir, Muhammad. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:1:p:26-42. Full description at Econpapers || Download paper |
2023 | Internal debt and welfare. (2023). Kalamov, Zarko. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:196-224. Full description at Econpapers || Download paper |
2023 | The effects of Trump’s trade war on U.S. financial markets. (2023). Liu, Dingming ; Fang, Jing ; Chen, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000438. Full description at Econpapers || Download paper |
2024 | Stability and mean growth rate of stochastic Solow model driven by jump–diffusion process. (2024). Shao, Jinghai ; Liao, Zhong-Wei. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000041. Full description at Econpapers || Download paper |
2024 | On the prediction of systemic risk tolerance of cryptocurrencies. (2024). Boubaker, Sabri ; Karim, Sitara ; Rahman, Molla Ramizur ; Naeem, Muhammad Abubakr. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006480. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies In: Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies..(2012) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | Heterogeneity, Efficiency and Asset Allocation with Endogenous Labor Supply: The Static Case In: Manchester School. [Full Text][Citation analysis] | article | 0 |
1999 | Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1992 | The International Transmission of Tax Policies in a Dynamic World Economy. In: Review of International Economics. [Citation analysis] | article | 22 |
1992 | The International Transmission of Tax Policies in a Dynamic World Economy.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Intertemporal Budget Policies and Macroeconomic Adjustment in Indebted Open Economies.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1997 | International Effects of Government Expenditure in Interdependent Economies. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 16 |
2005 | WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
2003 | The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2003) In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2004 | The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | ||
1995 | Fiscal policy in a simple two-country dynamic model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2013 | Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Implied volatility and the risk-free rate of return in options markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2014 | Implied Volatility and the Risk-Free Rate of Return in Options Markets.(2014) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2017 | Higher moment exchange rate exposure of S&P500 firms In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1995 | On dynamic real trade models In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
1992 | Monetary growth innovations in a simple cash-in-advance asset-pricing model In: European Economic Review. [Full Text][Citation analysis] | article | 2 |
2014 | Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2013 | Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector.(2013) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2021 | Trade policy uncertainty and stock returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2020 | Trade Policy Uncertainty and Stock Returns.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2019 | Trade Policy Uncertainty and Stock Returns.(2019) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2020 | Trade Policy Uncertainty and Stock Returns.(2020) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2005 | Intertemporal budget policies and macroeconomic adjustment in a small open economy In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2001 | Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2001) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Intertemporal Budget Policies and Macroeconomic Adjustment in a Small Open Economy.(2003) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1991 | Temporary monetary and fiscal policy in an optimizing model of exchange rate determination In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
1993 | On perfect foresight and uncertainty in economic models: Two monetary examples In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
1995 | Inflation and the real price of equities: Theory with some empirical evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2003 | Private information, growth, and asset prices with stochastic disturbances In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2003 | Private Information, Growth and Asset Prices with Stochastic Disturbances.(2003) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Heterogeneity, adverse selection and valuation with endogenous labor supply In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2004 | Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply.(2004) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Cross-listing premium in the US and the UK destination In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 13 |
2009 | Cross-listing Premium in the US and the UK Destination.(2009) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2012 | Firm Market Performance and Volatility in a National Real Estate Sector In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2015 | Determinants of systemic risk and information dissemination In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
2013 | Determinants of Systemic Risk and Information Dissemination.(2013) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Determinants of Systemic Risk and Information Dissemination.(2013) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1994 | A note on uncertainty, liquidity, and stock prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Evaluating the instantaneous and medium-run impact of mergers and acquisitions on firm values In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
1999 | Intertemporal budget policies in an endogenous growth model with nominal assets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
1998 | Intertemporal Budget Policies in an Endogenous Growth Model with Nominal Assets.(1998) In: Discussion Papers Series, Department of Economics, Tufts University. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2000 | The effects of alternative fiscal policies on the intertemporal government budget constraint In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
1999 | The Effects of Alternative Fiscal Policies on the Intertemporal Government Budget Constraint.(1999) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | House price indexes and cyclical behavior In: International Journal of Housing Markets and Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | Valuation of the worldwide commodities sector In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
1989 | PolÃtica monetaria y márgen de ganancia variable en una economÃa pequeña y abierta con inflación: Consideraciones dinámicas y estratégicas In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
1991 | Una nota expositiva sobre la condición de transversalidad en modelos económicos dinámicos en tiempo continuo In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
1988 | STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
1988 | STRATEGIC WAGES POLICY AND THE GAINS FROM COOPERATION..(1988) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1989 | STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
1989 | STOCHASTIC GOVERNMENT PREFERENCES, FISCAL CREDIBILITY, AND THE VALUE INFORMATION..(1989) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Firm value, investment and monetary policy In: International Journal of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Firm Value, Investment and Monetary Policy.(2010) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model. In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 6 |
2003 | Fiscal Policy and the Terms of Trade in an Analytical Two-Country Dynamic Model.(2003) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2001 | The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2011 | Transfer programs under alternative insurance schemes and liquidity constraints In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
1999 | A dynamic monetary model with costly foreign currency In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 0 |
1999 | A Dynamic Monetary Model with Costly Foreign Currency.(1999) In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Aggregate and Idiosyncratic Risk and the Behavior of Individual Preferences under Moral Hazard In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 0 |
2004 | Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 0 |
2009 | Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 1 |
2011 | BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets. In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 35 |
2012 | Worldwide Commodities Sector Market-To-Book and Return on Equity Valuation In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 0 |
2015 | Equity Prices and Cartel Activity In: Discussion Papers Series, Department of Economics, Tufts University. [Full Text][Citation analysis] | paper | 0 |
2003 | Financial Economics, Risk and Information:An Introduction to Methods and Models In: World Scientific Books. [Full Text][Citation analysis] | book | 0 |
2003 | Basic Mathematical Tools In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Mean-Variance Approach to Financial Decision-Making In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Expected Utility Approach to Financial Decision-Making In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Introduction to Systems of Financial Markets In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Contracts, Contract Design, and Static Agency Relationships In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Non-convexities and Lotteries in General Equilibrium In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Dynamics I: Discrete Time In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Dynamics II: Continuous Time In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2020 | Environmental Concerns and the Cost of Equity in the US Energy Sector In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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